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Zbl 0603.65019
Joly, P.
Présentation de synthèse des méthodes de gradient conjugué. (French)
[J] RAIRO, Modélisation Math. Anal. Numér. 20, 639-665 (1986). ISSN 0764-583X

Basically, this paper proposes a unified approach to most of the conjugate gradient algorithms which are presently available in the literature. The problem is to minimize the function $x\to E(x)=(x,Hx)$ where x is a n-vector, and H denotes a matrix such that its symmetrical part is positive definite. The main results are the statement of a general orthogonalization algorithm, the statement of a general minimization algorithm, and then a classification of the main algorithms which we have presently at hand.
[G.Jumarie]

MSC 2000:: *65F10 Iterative methods for linear systems

Keywords: conjugate gradient algorithms; orthogonalization algorithm; minimization algorithm

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